+67.8%
SAP vs LDOS
+33.8%
+34.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | +7.5% | +10.1% | -2.6% | +4.6% |
| 3M | +11.6% | -4.7% | +16.3% | +12.8% |
| 6M | +37.6% | +5.6% | +32.0% | +34.4% |
| YTD | -2.0% | -25.1% | +23.1% | +3.4% |
| 1Y | -6.4% | -31.7% | +25.3% | +0.7% |
| All | +67.8% | +33.8% | +34.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling